+57.6%
HAS vs NIO
-49.2%
+106.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.9% | +3.8% | -1.6% |
| 7D | +1.6% | -4.7% | +6.3% | +2.0% |
| 30D | +26.6% | -14.3% | +40.9% | +28.2% |
| 3M | +29.0% | -32.8% | +61.8% | +33.0% |
| 6M | +30.6% | -49.8% | +80.4% | +37.6% |
| YTD | +51.5% | -40.2% | +91.7% | +56.6% |
| 1Y | +58.5% | -52.7% | +111.2% | +66.8% |
| 3Y | +214.1% | -57.9% | +272.0% | +222.4% |
| 5Y | +50.2% | -92.9% | +143.1% | +66.8% |
| All | +57.6% | -49.2% | +106.7% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling